File/software wont unistall

I downloaded some software from themexp.org and it gave me a virus or spyware im assuming cause now im unable to delete/uninstall it and my spybot search and destroy pops up with about 11 problems 3 of which cannot be fixed due to them being run on memory. when i tried to uninstall the program it was missing a file i guess cause it popped up with a window that had INSTALL in the open dialogue and INSTALL INSTRUCTIONS below that i'll take a screen shot if its needed to help. Thanks if you can help me get rid of this.

safe boot meaning restart the computer with the last working settings? or starting my computer in safe mode? (sorry not that great with computers)

*EDIT* I booted in safe mode and ran my spybot search and destroy, it got rid of all except 1 file which pops up saying it is in use by memory. Is there anyway of booting it in a different way that i can get rid of that possible threat.